{"id":33878,"date":"2016-11-11T22:21:43","date_gmt":"2016-11-12T03:21:43","guid":{"rendered":"http:\/\/prefblog.com\/?p=33878"},"modified":"2016-11-11T22:21:43","modified_gmt":"2016-11-12T03:21:43","slug":"november-11-2016","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=33878","title":{"rendered":"November 11, 2016"},"content":{"rendered":"\n\n\n\n\n\n\n\n\n\n\n\n\n\n
HIMIPref™ Preferred Indices
These values reflect the December 2008 revision of the HIMIPref™ Indices<\/strong>
Values are provisional and are finalized monthly<\/td>\n<\/tr>\n
Index<\/td>\nMean
Current
Yield
(at bid)<\/td>\n		Median
YTW<\/td>\n		Median
Average
Trading
Value<\/td>\n		Median
Mod Dur
(YTW)<\/td>\n		Issues<\/td>\nDay’s Perf.<\/td>\nIndex Value<\/td>\n<\/tr>\n
Ratchet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1607 %<\/td>\n1,724.6<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1607 %<\/td>\n3,150.5<\/td>\n<\/tr>\n
Floater<\/td>\n4.35 %<\/td>\n4.51 %<\/td>\n43,200<\/td>\n16.37<\/td>\n4<\/td>\n-0.1607 %<\/td>\n1,815.6<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0859 %<\/td>\n2,904.9<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.82 %<\/td>\n4.37 %<\/td>\n43,044<\/td>\n4.34<\/td>\n6<\/td>\n0.0859 %<\/td>\n3,469.1<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0859 %<\/td>\n2,706.7<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.39 %<\/td>\n4.92 %<\/td>\n74,408<\/td>\n3.93<\/td>\n23<\/td>\n-0.2638 %<\/td>\n2,683.5<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.23 %<\/td>\n5.22 %<\/td>\n87,774<\/td>\n15.09<\/td>\n15<\/td>\n-0.6617 %<\/td>\n2,861.7<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.78 %<\/td>\n4.27 %<\/td>\n179,889<\/td>\n6.84<\/td>\n93<\/td>\n-0.0331 %<\/td>\n2,133.1<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.09 %<\/td>\n5.18 %<\/td>\n122,960<\/td>\n4.53<\/td>\n32<\/td>\n-0.3124 %<\/td>\n2,773.2<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.80 %<\/td>\n3.39 %<\/td>\n43,989<\/td>\n4.91<\/td>\n12<\/td>\n0.4958 %<\/td>\n2,320.1<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset<\/td>\n-2.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-11-11
\nMaturity Price : 19.11
\nEvaluated at bid price : 19.11
\nBid-YTW : 4.44 %<\/td>\n<\/tr>\n
GWO.PR.Q<\/td>\nDeemed-Retractible<\/td>\n-1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.75
\nBid-YTW : 5.43 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset<\/td>\n-1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-11-11
\nMaturity Price : 18.61
\nEvaluated at bid price : 18.61
\nBid-YTW : 4.39 %<\/td>\n<\/tr>\n
CU.PR.I<\/td>\nFixedReset<\/td>\n-1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-12-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.80
\nBid-YTW : 2.57 %<\/td>\n<\/tr>\n
GWO.PR.H<\/td>\nDeemed-Retractible<\/td>\n-1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.45
\nBid-YTW : 5.94 %<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nDeemed-Retractible<\/td>\n-1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.60
\nBid-YTW : 6.31 %<\/td>\n<\/tr>\n
MFC.PR.C<\/td>\nDeemed-Retractible<\/td>\n-1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.72
\nBid-YTW : 6.75 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n-1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-11-11
\nMaturity Price : 21.46
\nEvaluated at bid price : 21.78
\nBid-YTW : 5.16 %<\/td>\n<\/tr>\n
HSE.PR.A<\/td>\nFixedReset<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-11-11
\nMaturity Price : 12.63
\nEvaluated at bid price : 12.63
\nBid-YTW : 5.12 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset<\/td>\n1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 14.62
\nBid-YTW : 9.83 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset<\/td>\n1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-11-11
\nMaturity Price : 12.45
\nEvaluated at bid price : 12.45
\nBid-YTW : 4.37 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset<\/td>\n1.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 16.40
\nBid-YTW : 9.03 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset<\/td>\n1.75 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.19
\nBid-YTW : 7.27 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n4.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 13.76
\nBid-YTW : 10.10 %<\/td>\n<\/tr>\n
SLF.PR.K<\/td>\nFloatingReset<\/td>\n4.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 16.75
\nBid-YTW : 8.32 %<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n\n\n\n\n\n\n
Volume Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nShares
Traded<\/td>\n		Notes<\/td>\n<\/tr>\n
BMO.PR.B<\/td>\nFixedReset<\/td>\n597,110<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-02-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.73
\nBid-YTW : 4.31 %<\/td>\n<\/tr>\n
TD.PF.H<\/td>\nFixedReset<\/td>\n473,226<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.71
\nBid-YTW : 4.30 %<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset<\/td>\n94,168<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-11-11
\nMaturity Price : 20.07
\nEvaluated at bid price : 20.07
\nBid-YTW : 4.93 %<\/td>\n<\/tr>\n
TD.PF.G<\/td>\nFixedReset<\/td>\n78,502<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.80
\nBid-YTW : 3.79 %<\/td>\n<\/tr>\n
BNS.PR.E<\/td>\nFixedReset<\/td>\n69,023<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-04-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.70
\nBid-YTW : 3.90 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset<\/td>\n49,000<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 17.50
\nBid-YTW : 8.05 %<\/td>\n<\/tr>\n
There were 23 other index-included issues trading in excess of 10,000 shares.<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n\n\n\n\n\n
Wide Spread Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nQuote Data and Yield Notes<\/td>\n<\/tr>\n
IFC.PR.D<\/td>\nFloatingReset<\/td>\nQuote: 19.20 – 21.00
\nSpot Rate : 1.8000
\nAverage : 1.6136<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.20
\nBid-YTW : 6.94 %<\/td>\n<\/tr>\n

FTS.PR.H<\/td>\nFixedReset<\/td>\nQuote: 14.25 – 14.46
\nSpot Rate : 0.2100
\nAverage : 0.1317<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-11-11
\nMaturity Price : 14.25
\nEvaluated at bid price : 14.25
\nBid-YTW : 4.20 %<\/td>\n<\/tr>\n

TRP.PR.A<\/td>\nFixedReset<\/td>\nQuote: 15.88 – 16.13
\nSpot Rate : 0.2500
\nAverage : 0.1717<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-11-11
\nMaturity Price : 15.88
\nEvaluated at bid price : 15.88
\nBid-YTW : 4.59 %<\/td>\n<\/tr>\n

SLF.PR.E<\/td>\nDeemed-Retractible<\/td>\nQuote: 21.76 – 22.01
\nSpot Rate : 0.2500
\nAverage : 0.1766<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.76
\nBid-YTW : 6.70 %<\/td>\n<\/tr>\n

BAM.PF.H<\/td>\nFixedReset<\/td>\nQuote: 26.56 – 26.85
\nSpot Rate : 0.2900
\nAverage : 0.2181<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.56
\nBid-YTW : 3.54 %<\/td>\n<\/tr>\n

MFC.PR.O<\/td>\nFixedReset<\/td>\nQuote: 26.80 – 27.01
\nSpot Rate : 0.2100
\nAverage : 0.1478<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-06-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.80
\nBid-YTW : 4.10 %<\/td>\n<\/tr>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

HIMIPref™ Preferred IndicesThese values reflect the December 2008 revision of the HIMIPref™ IndicesValues are provisional and are finalized monthly Index MeanCurrentYield(at bid) MedianYTW MedianAverageTradingValue MedianMod Dur(YTW) Issues Day’s Perf. Index Value Ratchet 0.00 % 0.00 …<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[15],"tags":[],"class_list":["post-33878","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/33878","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=33878"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/33878\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=33878"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=33878"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=33878"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}